+13.0%
TRMB vs MDY
+48.7%
-35.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.3% | -1.1% |
| 7D | -2.9% | -0.8% | -2.1% | -2.0% |
| 30D | -1.8% | -3.9% | +2.1% | +2.7% |
| 3M | +8.4% | 0.0% | +8.5% | +8.1% |
| 6M | -18.5% | +8.5% | -27.1% | -26.5% |
| YTD | -26.7% | +13.2% | -40.0% | -37.3% |
| 1Y | -28.3% | +15.0% | -43.3% | -39.6% |
| All | +13.0% | +48.7% | -35.7% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling